Nº 21-22: Greening (Runnable) Brown Assets with a Liquidity Backstop
E. Jondeau, B. Mojon, C. Monnet
Working Papers
5. März 2021
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
A. Plazzi, A. Berardi, M. Markovich, A. Tamoni
Academic Publications
5. März 2021
Nº 21-21: Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Forecast Combination meets Mixed Frequency
M. Garzoli, A. Plazzi, R. I. Valkanov
Working Papers
2. März 2021
Nº 21-20: How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland
V. Khmarskyi, T. Puschmann, C. Hoffmann
Working Papers
1. März 2021
Nº 21-19: Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure
M. Leippold, J. Rillaerts, J. F. Kölbel, Q. Wang
Working Papers
26. Feb. 2021
Nº 21-18: Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision
A. Marchal
Working Papers
25. Feb. 2021
Nº 21-17: The Sustainability Wage Gap
P. Krüger, D. Metzger, J. Wu
Working Papers
24. Feb. 2021
Nº 21-16: Can the Variance After-Effect Distort Stock Returns?
T. Berrada
Working Papers
19. Feb. 2021
Nº 21-15: Optimal Transport of Information
S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
18. Feb. 2021
The Sources of Financing Constraints
B. Nikolov, L. Schmid, R. Steri
Academic Publications
15. Feb. 2021
Nº 21-14: International Arbitrage Premia
P. Schneider, M. Sandulescu
Working Papers
15. Feb. 2021
Disappearing and Reappearing Dividends.
R. Michaely, A. Moin
Academic Publications
12. Feb. 2021
Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch.
P. Collin-Dufresne, V. Bogousslavsky, M. Saglam
Academic Publications
10. Feb. 2021
Nº 21-13: Asymmetric Information and the Securitization of SME Loans
S. Ongena, U. Albertazzi, M. Bottero, L. Gambacorta
Working Papers
8. Feb. 2021